FEUI.DE vs. DBXI.DE
FEUI.DE (Fidelity Europe Quality Income UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - FEUI.DE tracks the MSCI Europe High Div Yld NR EUR while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, FEUI.DE returned 8.02%/yr vs 19.73%/yr for DBXI.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
FEUI.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUI.DE achieves a 7.79% return, which is significantly lower than DBXI.DE's 14.49% return.
FEUI.DE
- 1D
- 0.65%
- 1M
- 2.70%
- YTD
- 7.79%
- 6M
- 9.55%
- 1Y
- 16.12%
- 3Y*
- 13.31%
- 5Y*
- 8.02%
- 10Y*
- —
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
FEUI.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FEUI.DE Fidelity Europe Quality Income UCITS ETF | 7.79% | 18.53% | 5.59% | 18.51% | -15.30% | 26.87% | -2.74% | 8.86% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 8.20% |
Correlation
The correlation between FEUI.DE and DBXI.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.78 |
The correlation between FEUI.DE and DBXI.DE has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
FEUI.DE vs. DBXI.DE — Risk / Return Rank
FEUI.DE
DBXI.DE
FEUI.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FEUI.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.17 | -1.26 |
| Martin ratioReturn relative to average drawdown | 6.52 | 11.42 | -4.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUI.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.94 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.09 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.19 | +0.36 |
Drawdowns
FEUI.DE vs. DBXI.DE - Drawdown Comparison
The maximum FEUI.DE drawdown since its inception was -33.84%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for FEUI.DE and DBXI.DE.
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Drawdown Indicators
| FEUI.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.84% | -69.49% | +35.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -9.62% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -17.56% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.73% | -25.10% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -1.69% | -0.77% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -29.56% | +23.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.67% | -0.20% |
Volatility
FEUI.DE vs. DBXI.DE - Volatility Comparison
Fidelity Europe Quality Income UCITS ETF (FEUI.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.83% and 4.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUI.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.63% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 12.34% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 15.69% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 18.31% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 20.37% | -3.71% |
FEUI.DE vs. DBXI.DE - Expense Ratio Comparison
Both FEUI.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
FEUI.DE vs. DBXI.DE - Dividend Comparison
FEUI.DE's dividend yield for the trailing twelve months is around 3.50%, less than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
FEUI.DE Fidelity Europe Quality Income UCITS ETF | 3.50% | 3.09% | 3.55% | 4.02% | 5.06% | 3.98% | 2.56% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEUI.DE and DBXI.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FEUI.DE and DBXI.DE have the same expense ratio: 0.30% per year.
FEUI.DE tracks MSCI Europe High Div Yld NR EUR, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Fidelity and Xtrackers.
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